Friday, February 22, 2008 3:30 pm
-
4:30 pm
EST (GMT -05:00)
Strict Complementarity in Continuous Optimization
| Speaker: | Levent Tunçel |
|---|---|
| Affiliation: | University of Waterloo |
| Room: | Mathematics & Computer Building (MC) 5158 |
Abstract:
Most
of
us
are
familiar
with
the
complementarity
conditions
and
related
theorems
at
least
in
the
setting
of
linear
optimization.
Complementarity
theorems
and
underlying
conditions
have
many
important
uses
in
algorithm
design
as
well
as
the
development
of
theory.
In
this
talk,
I
will
discuss
a
less
well-known
\emph{strict
complementarity
theorem}
for
linear
optimization.
Then,
I
will
cover
some
generalizations
of
the
underlying
conditions
and
their
relevance
in
the
theory
of
continuous
optimization.
Among
other
results,
I
will
cover
some
results
from
recent
joint
work
with
S.
Schurr
and
H.
Wolkowicz.